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<div class="iris_headline">IRIS Toolbox Reference Manual</div>



<h1 id="FAVAR/Contents">Factor-augmented vector autoregressions: FAVAR objects and functions</h1>


<h4 id="constructor">Constructor</h4>
<ul>
<li><a href="../FAVAR/FAVAR.html"><code>FAVAR</code></a> - Create new, empty FAVAR object.</li>
</ul>
<h4 id="getting-information-about-favar-objects">Getting information about FAVAR objects</h4>
<ul>
<li><a href="../FAVAR/comment.html"><code>comment</code></a> - Get or set user comments in an IRIS object.</li>
<li><a href="../FAVAR/get.html"><code>get</code></a> - Query model object properties.</li>
<li><a href="../FAVAR/isempty.html"><code>isempty</code></a> - True if VAR based object is empty.</li>
<li><a href="../FAVAR/userdata.html"><code>userdata</code></a> - Get or set user data in an IRIS object.</li>
<li><a href="../FAVAR/VAR.html"><code>VAR</code></a> - Return a VAR object describing the factor dynamics.</li>
</ul>
<h4 id="estimation">Estimation</h4>
<ul>
<li><a href="../FAVAR/estimate.html"><code>estimate</code></a> - Estimate FAVAR using static principal components.</li>
</ul>
<h4 id="filtering-and-forecasting">Filtering and forecasting</h4>
<ul>
<li><a href="../FAVAR/filter.html"><code>filter</code></a> - Re-estimate the factors by Kalman filtering the data taking FAVAR coefficients as given.</li>
<li><a href="../FAVAR/forecast.html"><code>forecast</code></a> - Forecast FAVAR factors and observables.</li>
</ul>
<h4 id="getting-on-line-help-on-favar-functions">Getting on-line help on FAVAR functions</h4>
<pre><code>help FAVAR
help FAVAR/function_name</code></pre>

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<div class="copyright">IRIS Toolbox. Copyright &copy; 2007&#8212;2012 Jaromir Benes.</div>
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